Now showing items 961-980 of 2769

    • Handling structural break points in NEMO 

      Kravik, Erling Motzfeldt; Paulsen, Kenneth Sæterhagen (Staff Memo;2/2020, Working paper, 2020)
      This paper documents a new feature in Norges Bank’s policy model NEMO, namely the ability to handle structural break points, i.e. shifts in one or more parameter values at a specific point in time. This property is introduced ...
    • Har boligbyggingen vært for høy de siste årene? 

      Skjæveland, Marita (Aktuell Kommentar;5/2008, Others, 2008)
      De siste årene har det vært en markert økning i boligbyggingen. Samtidig har befolkningsveksten også vært høy. Nedenfor ser vi nærmere på nybyggingen sammenlignet med etterspørselen etter nye boliger gitt den demografiske ...
    • Har husholdningene for høy gjeld i forhold til inntekten? 

      Berge, Tor Oddvar; Vatne, Bjørn Helge (Aktuell Kommentar;4/2009, Others, 2009)
      Husholdningene har i løpet av de siste 8‐9 årene hatt en høy gjeldsvekst. I denne perioden har gjeldsveksten vært langt høyere enn veksten i disponibel inntekt. Dette har medført en kraftig økning i husholdningenes ...
    • Har strukturell likviditet større påvirkning på Nibor-påslaget enn tidligere? 

      Hagen, Marius; Stiansen, Kjetil (Staff Memo;14/2023, Working paper, 2023)
      De senere årene har likviditetspremien på å bytte til seg kroner mot dollar, den såkalte OIS-basisen, utgjort en større andel av Nibor-påslaget enn tidligere. Flere har pekt på lav strukturell likviditet og bankers tilpasning ...
    • Has Residential Construction Been Too High in Recent Years? 

      Skjæveland, Marita (Economic Commentaries;5/2008, Others, 2008)
      Residential construction has shown a marked increase in recent years. Population growth has also been high. In the following, we take a closer look at residential construction relative to the demand for new dwellings in ...
    • Has the Fed Responded to House and Stock Prices? : a Time-Varying Analysis 

      Aastveit, Knut Are; Furlanetto, Francesco; Loria, Francesca (Working Papers;1/2017, Working paper, 2017)
      In this paper we use a structural VAR model with time-varying parameters and stochastic volatility to investigate whether the Federal Reserve has responded systematically to asset prices and whether this response has changed ...
    • Have Standard VARs Remained Stable Since the Crisis? 

      Aastveit, Knut Are; Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano (Working Papers;13/2014, Working paper, 2014)
      Small or medium-scale VARs are commonly used in applied macroeconomics for forecasting and evaluating the shock transmission mechanism. This requires the VAR parameters to be stable over the evaluation and forecast sample, ...
    • Håndtering av finansielle kriser i grensekryssende banker 

      Borchgrevink, Henrik; Moe, Thorvald Grung (Journal article, 2004)
      Erfaringer fra tidligere bankkriser viser at myndighetene må ha beredskap for å håndtere finansielle kriser. Ved eventuelle kriser i grensekryssende banker står man overfor nye utfordringer. Blant annet kan interessekonflikter ...
    • Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence 

      Verschoor, Willem F.C.; ter Ellen, Saskia (Working Papers;22/2017, Working paper, 2017)
      This paper reviews the empirical literature on heterogeneous beliefs and asset price dynamics that challenges the traditional rational agent framework. Emphasis is given to the validation and estimation of (dynamic) ...
    • High Debt in Norwegian Households and the Risk of a Substantial Cutback in Consumption 

      Lindquist, Kjersti-Gro; Solheim, Haakon; Vatne, Bjørn Helge (Staff Memo;19/2016, Working paper, 2016)
      On average, Norwegian households are highly indebted and their wealth is concentrated in housing. Changes in income, interest rates or house prices may cause significant adjustments in saving and consumption. This paper ...
    • High Frequency Trading – an Asset Manager's Perspective 

      Unknown author (Discussion note;1/2013, Others, 2013)
      In this note we review the rapidly expanding literature in the area of market microstructure, high frequency and computer-based trading. On the back of this and based on our own investment and trading experiences, we ...
    • A high-frequency financial conditions index for Norway 

      Bowe, Frida; Gerdrup, Karsten R.; Nicolò, Maffei-Faccioli; Olsen, Helene (Staff Memo;1/2023, Working paper, 2023)
      We have constructed a financial conditions index for Norway (FCIN). The FCIN offers a daily update on Norwegian financial conditions based on data from January 2003 on bank lending rates, bond spreads, the foreign exchange ...
    • Higher policy rate to bring inflation down to target 

      Bache, Ida Wolden (Others, 2023)
    • Higher policy rate will curb inflation 

      Bache, Ida Wolden (Others, 2022)
    • Higher Risk Premiums on Government Debt 

      Bernhardsen, Tom; Åmås, Terje (Economic Commentaries;1/2009, Others, 2009)
      In this commentary we examine liquidity and credit premiums in euro-area government securities markets. For countries with a common currency and monetary policy, differences in government bond yields largely reflect different ...
    • Historical Monetary and Financial Statistics for Norway 

      Eitrheim, Øyvind; Klovland, Jan Tore; Qvigstad, Jan Fredrik; Fevolden, Mats Bay; Hvidsten, Vetle; Grytten, Ola Honningdal; Søbye, Espen; Brunborg, Helge (Occasional Papers;57, Book, 2022)
      Work on historical monetary and financial statistics in Norges Bank started in the 1990s. We were inspired by Bank of England’s work on the collection of data for UK inflation over 300 years, which appeared in connection ...
    • Historical Monetary Statistics for Norway 1819–2003 

      Eitrheim, Øyvind; Erlandsen, Solveig K.; Gerdrup, Karsten R.; Grytten, Ola Honningdal; Holter, Jon Petter; Klovland, Jan Tore; Qvigstad, Jan F. (Occasional Papers;35, Book, 2004)